+8,659.4%
SHOP vs EL
+42.8%
+8,616.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.4% |
| 7D | -5.4% | +0.8% | -6.2% | -5.7% |
| 30D | -10.3% | +16.5% | -26.8% | -17.3% |
| 3M | +1.0% | +29.2% | -28.2% | -12.5% |
| 6M | +41.2% | +27.9% | +13.3% | +21.9% |
| YTD | -7.5% | +6.2% | -13.7% | -15.2% |
| 1Y | -4.6% | +27.2% | -31.7% | -21.0% |
| 3Y | +146.4% | +3.2% | +143.2% | +100.7% |
| 5Y | -2.5% | -66.0% | +63.4% | +71.2% |
| 10Y | +3,703.6% | +58.3% | +3,645.2% | +2,580.7% |
| All | +8,659.4% | +42.8% | +8,616.6% | +6,583.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling